+179.2%
XLE vs PPG
+53.9%
+125.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +5.4% | +0.7% | +4.7% | +5.1% |
| 30D | -3.9% | +17.6% | -21.5% | -10.6% |
| 3M | +7.0% | +7.5% | -0.4% | +3.2% |
| 6M | +14.2% | +17.6% | -3.4% | +4.2% |
| YTD | +48.2% | +22.6% | +25.6% | +30.1% |
| 1Y | +47.7% | +28.0% | +19.7% | +26.8% |
| 3Y | +70.0% | +1.8% | +68.2% | +59.1% |
| 5Y | +169.1% | -15.5% | +184.6% | +169.8% |
| All | +179.2% | +53.9% | +125.3% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling